-15.4%
TSLA vs GE
+6.6%
-22.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.0% |
| 7D | +1.5% | -1.6% | +3.1% | +1.5% |
| 30D | +10.1% | -11.6% | +21.7% | +11.1% |
| 3M | -15.4% | +3.0% | -18.4% | -15.9% |
| All | -15.4% | +6.6% | -22.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded GE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling